+225.9%
TECK vs RNG
+309.1%
-83.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +4.7% |
| 7D | +7.8% | -0.8% | +8.6% | +7.8% |
| 30D | +8.3% | +11.4% | -3.1% | +6.6% |
| 3M | +16.1% | +72.1% | -56.0% | +6.9% |
| 6M | +42.9% | +67.9% | -25.1% | +30.7% |
| YTD | +50.8% | +144.3% | -93.6% | +28.5% |
| 1Y | +106.1% | +117.5% | -11.5% | +78.3% |
| 3Y | +84.0% | +123.9% | -39.8% | +55.1% |
| 5Y | +223.5% | -70.1% | +293.6% | +235.6% |
| 10Y | +378.1% | +215.9% | +162.2% | +155.9% |
| All | +225.9% | +309.1% | -83.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling